Alternatives and similar repositories for Barra

Users that are interested in Barra are comparing it to the libraries listed below

• YTZzzzz / Barra_CNE5
  Provide risk forecasts by Barra China Equity Model
  ☆164Updated 6 years ago
• hansihuang2016 / Barra-Multiple-factor-risk-model
  Barra-Multiple-factor-risk-model
  ☆139Updated 8 years ago
• ShiliangZhang-nku / Barra_CNE6
  Barra CNE6 因子构建
  ☆295Updated 5 years ago
• changshun / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆63Updated 7 years ago
• rosie068 / BARRA_risk
  A risk evaluation program that follows BARRA's CNE6 and USE4 risk model to predict the risk and distribution of factors in a portfolio. C…
  ☆64Updated 4 years ago
• Jensenberg / multi-factor
  因子构建、单因子测试
  ☆71Updated 4 years ago
• lc-sysbs / alpha101
  基于万矿平台，对alpha101因子进行测试并构造多因子策略
  ☆92Updated 5 years ago
• dkl0707 / factor_backtest
  因子回测框架
  ☆112Updated last year
• Barramodel / Barra-Model
  An internship project: Implement Barra model to take risk or style factor attribution based on multi-factor model.
  ☆121Updated 5 years ago
• ShiliangZhang-nku / Brinson-Attribution
  以wind为数据源的基金单期brinson业绩归因
  ☆81Updated 5 years ago
• wjsbjl / use-gplearn-to-generate-CTA-factor
  本文通过gplearn模型，结合遗传算法中的遗传规划方法生成因子。这里因子生成基于simple-backtest中的简单回测系统，主要针对股指期货操作。
  ☆125Updated last year
• jiangtiantu / factorhub
  ☆194Updated 4 years ago
• hkgsas / LOB
  Benchmark Dataset of Limit Order Book in China Markets
  ☆205Updated 4 years ago
• Quant132 / BackTrader_Multifactors
  BackTrader多因子回测框架 （Multi-factors backtesting framework for BackTrader）
  ☆114Updated 3 years ago
• ShiliangZhang-nku / HS300_index_enhance
  沪深300指数增强模型
  ☆82Updated 5 years ago
• UePG-21 / gpquant
  Mining technical factors based on symbolic regression via genetic algorithm
  ☆181Updated 2 years ago
• htdai / Campisi-Fixed-Income-Performance-Attribution-Model
  Campisi纯债型基金业绩归因模型程序，适用于中国市场，需要有Wind的API接口权限
  ☆41Updated last year
• a1137261060 / Multi-Factor-Models
  多因子模型相关
  ☆22Updated 3 years ago
• ACEACEjasonhuang / gplearnplus
  升级后的gplearn， 支持包含时序和截面参数的自定义函数，例如均线
  ☆60Updated last year
• WIFAQuant / HS300
  沪深300指数纯因子组合构建
  ☆51Updated 6 years ago
• phonegapX / alphasickle
  多因子指数增强策略/多因子全流程实现
  ☆315Updated last year
• Jensenberg / volatility-and-option
  计算波动率的六种方法，计算隐含波动率，凤凰期权的定价，编制基于50ETF期权的VIX指数
  ☆123Updated 4 years ago
• Scorpi000 / QuantStudio
  ☆143Updated last month
• QuantWorld2022 / qlib_tutorial
  ☆177Updated last year
• lc-sysbs / alpha101-new
  基于华泰研报对原alpha101代码进行简化和拓展
  ☆45Updated 5 years ago
• fangshi1991 / gplearn_stock
  改进gplearn,主要使用在股票公式挖掘
  ☆95Updated 5 years ago
• wukan1986 / expr_codegen
  codegen from expression to others, such as polars, pandas
  ☆124Updated this week
• ChannelCMT / OFO
  Python Data Analysis and Financial Calculation
  ☆65Updated 5 years ago
• xcycharles / stock
  stock
  ☆89Updated 3 years ago
• Constantineople / Assignment1
  根据20170925-华泰期货-CTA量化策略因子系列（二）：动量因子研报进行复现
  ☆26Updated 2 years ago